✦ LIBER ✦

Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions

✍ Scribed by M.C. Jones

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 192 KB
Volume: 81
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.1993

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✦ Synopsis

We consider a simple general construct, that of marginal replacement in a multivariate distribution, that provides, in particular, an interesting way of producing distributions that have a skew marginal from spherically symmetric starting points. Particular examples include a new multivariate beta distribution and a new multivariate t/skew t distribution, along with Azzalini and colleagues' multivariate skew normal distribution.